I know this is an old thread and probably doesn't apply anymore, but I was encountering the same problem, "My Station" was not appearing under the station name on my custom station on the mobile app, so I couldn't change modes. I finally fixed it by opening Pandora on my Desktop PC, going to that station, and changing the mode from there. Then I went back to the mobile app & restarted the app, it was fixed, "My Station" appeared and I could change Modes on that station on the mobile app. I think changing the mode on Desktop just "unlocks" the Modes feature for that station on the Mobile App or something like that.
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